- Issuer
- BlackRock
- Inception Date
- Jul 24, 2017
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
WBREOX Performance Chart
CIT: BlackRock Equity Index Fund Class 1 (WBREOX) is up 9.8% since the beginning of the year. WBREOX is currently trading at $1,078 per share.
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Returns By Period
CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has returned 9.78% so far this year and 25.51% over the past 12 months.
CIT: BlackRock Equity Index Fund Class 1
- 1D
- -0.36%
- 1M
- 0.10%
- YTD
- 9.78%
- 6M
- 8.79%
- 1Y
- 25.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
WBREOX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2025, WBREOX's average daily return is +0.08%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +10.5%, while the worst month was Feb 2025 at -5.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, WBREOX closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 3, 2025 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | -0.76% | -4.99% | 10.49% | 5.26% | -1.32% | 9.78% | ||||||
| 2025 | 3.10% | -5.68% | -2.58% | -0.68% | 6.29% | 5.09% | 2.24% | 2.68% | 2.99% | 2.07% | -0.02% | 0.60% | 16.64% |
Benchmark Metrics
CIT: BlackRock Equity Index Fund Class 1 has an annualized alpha of 3.89%, beta of 0.88, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2025.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.86%) than losses (80.51%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 3.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.88 and R2 of 0.69, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.89%
- Beta
- 0.88
- R²
- 0.69
- Upside Capture
- 92.86%
- Downside Capture
- 80.51%
Expense Ratio
WBREOX has an expense ratio of 0.02%, which is considered low.
Return for Risk
Risk / Return Rank
WBREOX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CIT: BlackRock Equity Index Fund Class 1 (WBREOX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WBREOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.46 | +0.92 |
| Martin ratioReturn relative to average drawdown | 14.88 | 10.92 | +3.96 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CIT: BlackRock Equity Index Fund Class 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CIT: BlackRock Equity Index Fund Class 1 was 19.07%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.
The current CIT: BlackRock Equity Index Fund Class 1 drawdown is 1.72%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.07%Apr 2025 | 1mo 19d | 2mo 19d | 4mo 8dFeb 2025 - Jun 2025 |
2026 pullback2026 | -8.89%Mar 2026 | 2mo 1d | 15d | 2mo 16dJan 2026 - Apr 2026 |
2025 pullback2025 | -5.01%Nov 2025 | 22d | 20d | 1mo 12dOct 2025 - Dec 2025 |
2026 pullback2026 | -4.46%Jun 2026 | 7d | — | 21d 4hJun 2026 - now |
2025 pullback2025 | -2.57%Dec 2025 | 2d | 6d | 8dDec 2025 - Dec 2025 |
Drawdown Indicators
| WBREOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.07% | -56.78% | +37.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -9.10% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.72% | -3.21% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -10.71% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.04% | -0.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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